Winton ingests data continually from the world's financial markets. We track millions of individual timeseries, with divergent formats, from disparate time zones, and whose frequencies vary from months to milliseconds. We go beyond simply reading and storing it - we stitch distinct and vast data sets together and subject them to intricate calculations in real-time. This talk will focus on the way we use Python to achieve these ends, and how we are creating tools to further commoditise streaming as a service.
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